譜分析和滤波兼容的模拟系統

本文利用序列的双重性原理对移动傅立叶变换作了深入的研究.根据频率采样理论,将模拟系统的传递函数H(ω)分解为若干子系统之和,并画出其结构框图,这个系统可以用来测量模拟信号的移动离散谱,也可用作低通、带通或梳状滤波器.最后还给出实现该系统的具体方框图.     

Martingale generalizations and preservation of martingale properties

This article investigates circumstances under which seven important martingale properties are preserved by the following six martingale generalizations: quasimartingales, amarts, martingales in the limit, games fairer with time, progressive martingales, and eventual martingales.     

Asymptotic properties of a generalized regression-type predictor of a finite population variance in probability sampling

A system of predictors for estimating a finite population variance is defined and shown to be asymptotically design-unbiased (ADU) and asymptotically design-consistent (ADC) under probability sampling. An asymptotic mean squared error (MSE) of a generalized regression-type predictor, generated from the system, is obtained. The suggested predictor attains the minimum expected variance of any design-unbiased estimator when the superpopulation model is correct. The generalized regression-type predictor and the predictor suggested by Mukhopadhyay (1990) are compared.     

Small area estimation for longitudinal surveys

Over the last few years many studies have been carried out in Italy to identify reliable small area labour force indicators. Considering the rotated sample design of the Italian Labour Force Survey, the aim of this work is to derive a small area estimator which borrows strength from individual temporal correlation, as well as from related areas. Two small area estimators are derived as extensions of an estimation strategies proposed by Fuller (1990) for partial overlap samples. A simulation study is carried out to evaluate the gain in efficiency provided by our solutions. Results obtained for different levels of autocorrelation between repeated measurements on the same outcome and different population settings show that these estimators are always more reliable than the traditional composite one, and in some circumstances they are extremely advantageous.The present paper is financially supported by Murst-Cofin (2001) Lutilizzo di informazioni di tipo amministrativo nella stima per piccole aree e per sottoinsiemi della popolazione (National Coordinator Prof. Carlo Filippucci).     

Optimal use of two auxiliary variables in double sampling

Double sampling scheme is used when cheap auxiliary variables may be measured to improve the estimation of a finite population parameter. Several estimators for population mean, ratio of means and variance are available, when two dependent samples are drawn. However, there are few proposals for the case of independent samples. In this paper both cases of dependent and independent samples are dealt with. A general approach for estimating a finite population parameter is given, showing that all the proposed estimators are particular cases of the same general class. The minimum variance bound for any estimator in this class is provided (at the first order of approximation). Furthermore, an optimal estimator which reaches this minimum is found.     

捕获再捕获抽样估计量的模拟研究

目前,捕获再捕获抽样已广泛应用于生物科学、社会科学、生命科学和医学的调查研究中。为此,对捕获再捕获抽样的最常用的Lincoln-Petersen估计量和Chapman估计量进行模拟比较,提出新的有偏估计量,其偏差介于上述两个估计量之间。理论和模拟结果显示：新估计量有时优于其它两个估计量;在实际应用中,当上述两个估计量较难取舍时,新估计量可以作为一个更好的选择。     

Non-ignorable missing covariate data in survival analysis: a case-study of an International Breast Cancer Study Group trial

Summary.  Non-ignorable missing data, a serious problem in both clinical trials and observational studies, can lead to biased inferences. Quality-of-life measures have become increasingly popular in clinical trials. However, these measures are often incompletely observed, and investigators may suspect that missing quality-of-life data are likely to be non-ignorable. Although several recent references have addressed missing covariates in survival analysis, they all required the assumption that missingness is at random or that all covariates are discrete. We present a method for estimating the parameters in the Cox proportional hazards model when missing covariates may be non-ignorable and continuous or discrete. Our method is useful in reducing the bias and improving efficiency in the presence of missing data. The methodology clearly specifies assumptions about the missing data mechanism and, through sensitivity analysis, helps investigators to understand the potential effect of missing data on study results.     

悬浮液进样石墨炉原子吸收光谱法测定土壤样品中微量硒

采用悬浮液进样石墨炉原子吸收光谱法测定土壤样品中微量硒，选用钯－抗坏血酸为基体改进剂、锆涂覆石墨管。以标准物质制作校正曲线等一系列措施，有效消防共存元素的干扰，并保证了标准系列与土壤样品的原子化条件的一致性，获得了满意的分析结果。     

Double Sampling Ratio-product Estimator of a Finite Population Mean in Sample Surveys

It is well known that two-phase (or double) sampling is of significant use in practice when the population parameter(s) (say, population mean X¯) of the auxiliary variate x is not known. Keeping this in view, we have suggested a class of ratio-product estimators in two-phase sampling with its properties. The asymptotically optimum estimators (AOEs) in the class are identified in two different cases with their variances. Conditions for the proposed estimator to be more efficient than the two-phase sampling ratio, product and mean per unit estimator are investigated. Comparison with single phase sampling is also discussed. An empirical study is carried out to demonstrate the efficiency of the suggested estimator over conventional estimators.     

金融高频数据的最优抽样频率研究

首先综述了国内外对最优抽样频率的研究成果,并对各种方法的利弊进行了分析比较;然后结合目前我国股市金融高频数据的特点,提出了一种简便易行的最优抽样频率确定方法,并且基于"已实现"双幂次变差和赋权"已实现"波动估计量进行了研究,分别给出了2个估计量的偏差;最后用深证成指的高频数据进行了实证研究。